+292.2%
HIMS vs CPRT
-31.8%
+324.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -1.6% | +9.7% | +8.9% |
| 7D | -6.1% | +6.0% | -12.1% | -9.2% |
| 30D | -12.0% | +20.0% | -32.0% | -20.7% |
| 3M | -12.3% | +10.1% | -22.5% | -17.4% |
| 6M | -3.3% | -4.3% | +1.0% | -2.2% |
| YTD | -19.9% | -18.4% | -1.5% | -10.4% |
| 1Y | -37.4% | -20.1% | -17.3% | -29.3% |
| All | +292.2% | -31.8% | +324.0% | +473.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CPRT.
Daily Out/Under-Performance
Portfolio return minus CPRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPRT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded CPRT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling